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"""
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it under the
terms of the QuantLib license. You should have received a copy of the
license along with this program; if not, please email quantlib-dev@lists.sf.net
The license is also available online at http://quantlib.org/html/license.html
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
"""
import unittest
from QuantLib import *
class Foo:
def __call__(self,x):
return x*x-1.0
def derivative(self,x):
return 2.0*x
class Solver1DTest(unittest.TestCase):
def runTest(self):
"Testing 1-D solvers"
for factory in [Brent,Bisection,FalsePosition,Ridder,Secant]:
solver = factory()
for accuracy in [1.0e-4, 1.0e-6, 1.0e-8]:
root = solver.solve(lambda x:x*x-1.0,
accuracy,1.5,0.1)
if not (abs(root-1.0)<accuracy):
self.fail("""
%(factory)s
solve():
expected: 1.0
calculated root: %(root)g
accuracy: %(accuracy)s
""" % locals())
root = solver.solve(lambda x:x*x-1.0,
accuracy,1.5,0.0,1.0)
if not (abs(root-1.0)<accuracy):
self.fail("""
%(factory)s
bracketed solve():
expected: 1.0
calculated root: %(root)g
accuracy: %(accuracy)s
""" % locals())
for factory in [Newton,NewtonSafe]:
solver = factory()
for accuracy in [1.0e-4, 1.0e-6, 1.0e-8]:
root = solver.solve(Foo(),accuracy,1.5,0.1)
if not (abs(root-1.0)<accuracy):
self.fail("""
%(factory)s
solve():
expected: 1.0
calculated root: %(root)g
accuracy: %(accuracy)s
""" % locals())
root = solver.solve(Foo(),accuracy,1.5,0.0,1.0)
if not (abs(root-1.0)<accuracy):
self.fail("""
%(factory)s
bracketed solve():
expected: 1.0
calculated root: %(root)g
accuracy: %(accuracy)s
""" % locals())
if __name__ == '__main__':
import QuantLib
print 'testing QuantLib', QuantLib.__version__
suite = unittest.TestSuite()
suite.addTest(Solver1DTest())
unittest.TextTestRunner(verbosity=2).run(suite)
raw_input('press return to continue')
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